Yeah mine go under the deck whenever there is a storm or anything really super scary for them. I even have 7 raccoons who live under there, but they all go there when it is an "emergency" LOL.
Mine used to live under the deck in the winter too, but it wasn't really warm enough. I went ahead and purchased a solar pool cover and some outdoor cat/dog heating pads, and I made them a really cozy home that way, by draping the cover over chairs and leaving a little spot for them to get out, and putting a rubber mat underneath. It doesn't cost much and it is WAY BETTER than seeing them outside in zero degree weather and feeling helpless to help them.
Since then I've purchased some feral cat homes too, they are heated and I put them under the solar pool cover also.
You can't beat those solar covers, they really trap the sun's heat.
If you live in Florida tho, you probably don't need to know this LOL